Queues and Levy Fluctuation Theory

Name: Queues and Levy Fluctuation Theory
Brand: Springer International Publishing AG
SKU: 9783319206929
Price: 56.73 EUR
Availability: InStock

Автор: Krzysztof Debicki, Michel Mandjes

Език:

Корици: С меки корици

Издател: Springer International Publishing AG

Наличност: Външен склад

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56.73 € 110.96 лв

The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a...

Информация за книгата

Автор

Krzysztof Debicki, Michel Mandjes

Език

Английски език

Корици

Книга - С меки корици

Издадена

2015

страници

255

EAN

9783319206929

ISBN

3319206923

Enbook ID

09354165

Издател

Springer International Publishing AG

Теглоt

434

Размери

235 x 160 x 19

Пълно описание

The book provides an extensive introduction to queueing models driven by Lévy-processes as well as a systematic account of the literature on Lévy-driven queues. The objective is to make the reader familiar with the wide set of probabilistic techniques that have been developed over the past decades, including transform-based techniques, martingales, rate-conservation arguments, change-of-measure, importance sampling, and large deviations. On the application side, it demonstrates how Lévy traffic models arise when modelling current queueing-type systems (as communication networks) and includes applications to finance.§§Queues and Lévy Fluctuation Theory will appeal to postgraduate students and researchers in mathematics, computer science, and electrical engineering. Basic prerequisites are probability theory and stochastic processes.§

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Queues and Levy Fluctuation Theory

Информация за книгата

Пълно описание

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